realized-package | Realized Variance, Covariance and Correlation |
lltc.xts | LLTC Data |
merge.realizedObject | Merging realizedObjects |
rAccumulation | Realized Accumulation Plot |
rc.avg | Realized Covariance: Average Subsample |
rc.hy | Hayashi-Yoshida |
rc.kernel | Realized Covariance: Kernel |
rc.naive | Realized Covariance |
rc.timescale | Realized Covariance: Two Timescales |
rc.zero | Calculates the percentage of co-zero returns at a specified sampling period |
rCumSum | Plot cummulative returns |
realized | Realized Variance, Covariance and Correlation |
realizedObject | realizedObject |
rKernel | Kernel Function |
rKernel.available | Available Kernels |
rMarginal | Maginal Contribution to Realized Estimate |
rRealisedVariance | Calculate realized variance, covariance, or correlation. |
rRealizedVariance | Calculate realized variance, covariance, or correlation. |
rScatterReturns | Scatterplot of aligned returns |
rSignature | Signature Plots |
rv.avg | Realized Variance: Average Subsample |
rv.kernel | Realized Variance: Kernel |
rv.naive | Realized Variance |
rv.timescale | Realized Variance: Two Timescales |
rv.zero | Calculates the percentage of zero returns at a specified sampling period |
sbux.xts | Starbucks Data |